An almost pleasurable sensation of fright WordNet 3.0 & Open English WordNet

Frisson, also known as aesthetic chills or psychogenic shivers, is a psychophysiological response to rewarding stimuli that often induces a pleasurable or otherwise positively-valenced affective state and transient paresthesia, sometimes along with piloerection and mydriasis. Wikipedia

A sudden penetrating sense of cold, especially one that causes a brief trembling nerve response through the body; the trembling response itself; often associated with illness: fevers and chills, or susceptibility to illness. Wiktionary

Sudden penetrating sense of cold. Wiktionary (translation)

A moment of almost pleasurable fear; a frisson. Wiktionary

Moment of almost pleasurable fear; a frisson. Wiktionary (translation)